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A Finite Algorithm for a Class of Nonlinear Multiplicative Programs

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Abstract

The nonconvex problem of minimizing the product of a strictly convex quadratic function and the p-th power of a linear function over a convex polyhedron is considered. Some theoretical properties of the problem, such as the existence of minimum points and the generalized convexity of the objective function, are deepened on and a finite algorithm which solves the problem is proposed.

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Cambini, R., Sodini, C. A Finite Algorithm for a Class of Nonlinear Multiplicative Programs. Journal of Global Optimization 26, 279–296 (2003). https://doi.org/10.1023/A:1023279306921

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